Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48904.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41283.35 Kr¶

PnL: ---------------------------------------> -211.93 Kr¶

DD now: ---------------------------------> -7.936 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:34:05.969703'

Anic Portfolio¶

Today¶

Return: -0.808 %¶

This Week¶

Return: -0.808 %¶

Total portfolio value¶

Return including deposits: 60.102 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.580000 1676.340000 208.800000 14.230000 1467.540000
HEXPOL B 9 0.520000 1034.100000 16.200000 1.590000 1017.900000
JM 6 1.390000 874.200000 12.000000 1.390000 862.200000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
EQT 4 0.480000 833.600000 4.000000 0.480000 829.600000
AcadeMedia 8 0.300000 404.000000 2.800000 0.700000 401.200000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
Sagax B 4 0.190000 853.600000 1.600000 0.190000 852.000000
Atrium Ljungberg B 5 0.110000 934.000000 1.000000 0.110000 933.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Catena 2 -0.350000 786.800000 -2.800000 -0.350000 789.600000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Orrön Energy 180 -0.790000 2024.100000 -13.500000 -0.660000 2037.600000
Hexatronic Group 12 -1.520000 949.920000 -14.640000 -1.520000 964.560000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Addnode Group B 11 -2.400000 896.500000 -22.000000 -2.400000 918.500000
Latour B 4 -2.950000 830.000000 -25.200000 -2.950000 855.200000
Indutrade 5 -2.470000 1184.500000 -30.000000 -2.470000 1214.500000
Hexagon B 26 -0.940000 3419.000000 -32.500000 -0.940000 3451.500000
Bufab 3 -3.800000 1064.400000 -42.000000 -3.800000 1106.400000
VEF 909 -2.850000 1799.820000 -45.450000 -2.460000 1845.270000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Vitec Software Group B 2 -6.090000 1018.000000 -66.000000 -6.090000 1084.000000
BHG Group 97 -5.260000 1379.340000 -75.660000 -5.200000 1455.000000
TOTAL 41283.350000 -211.930000 -7.93557% 41495.280000

Updated:¶

'2023-07-03 10:34:22.959977'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶